+30.7%
BMY vs SPY
+74.6%
-43.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | +9.3% | -2.4% | +11.6% | +9.9% |
| 3M | -0.1% | -1.2% | +1.1% | +0.2% |
| 6M | +15.5% | +3.3% | +12.2% | +14.2% |
| YTD | +21.8% | +12.3% | +9.5% | +17.6% |
| 1Y | +34.9% | +12.4% | +22.4% | +30.1% |
| 3Y | +43.2% | +78.8% | -35.6% | +20.5% |
| 5Y | +30.7% | +75.2% | -44.4% | +7.2% |
| All | +30.7% | +74.6% | -43.9% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling